-64.1%
ADBE vs GD
+94.5%
-158.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -4.4% | -5.0% | +0.6% | -2.6% |
| 30D | +2.8% | +8.9% | -6.1% | -0.4% |
| 3M | -8.0% | -8.0% | 0.0% | -5.4% |
| 6M | -4.3% | +2.9% | -7.2% | -5.8% |
| YTD | -31.6% | +7.1% | -38.7% | -34.1% |
| 1Y | -26.9% | +5.9% | -32.8% | -29.3% |
| 3Y | -57.7% | +53.9% | -111.5% | -66.3% |
| All | -64.1% | +94.5% | -158.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling